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Macro Regime Weekly #1, 2026-08-05: The Hawkish Pause After the Hormuz Shock. Edition 1 of Macro Regime Weekly, dated 5 August 2026: policy rates and hawkish dissents across the Fed, ECB, Bank of England, Bank of Japan, RBI and Bank of Russia; the post-IEEPA tariff regime after the trade war ruling; sovereign debt and fiscal deficits from France and Italy to Russian OFZ yields under sanctions; the Hormuz shipping chokepoint oil and energy shock still feeding inflation; and how real rates, gold, the dollar and recession risk transmit into crypto. One payment returns the full text, and the creator is paid as it is used.

Whale Watch #3, 2026-08-07: The Jobs Shock Repriced the Fed, the Whale Tape Never Flinched. Edition 3 of Whale Watch, dated 7 August 2026: the July payrolls shock that repriced Fed hike odds, a fourth straight day of US spot bitcoin ETF inflows alongside Morgan Stanley institutional adoption, custody-rail whale accumulation, large exchange transfers with verifiable txids, the named programmatic sellers, and day-over-day balance band deltas. Bitcoin market analysis grounded in on-chain intelligence rather than narrative. One payment returns the full text, and the creator is paid as it is used.

Whale Watch #1, 2026-08-05: Reading Bitcoin Whale Activity On-Chain, and the Reusable Method. Edition 1 of Whale Watch, dated 5 August 2026: what bitcoin large holders did over the prior month, why decade-dormant wallets suddenly awakened, how the balance bands split supply, what US spot ETF flows and institutional adoption actually showed, whether exchange reserves still signal anything, and how bitcoin behaved as a safe haven under geopolitical stress. Includes free endpoints for your own market analysis and seven interpretation rules. One payment returns the full text, and the creator is paid as it is used.

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Per-wallet outcome statistics for ~300 tracked memecoin KOL wallets — our computed win rates and PnL distributions over observed trades

Live KOL confluence buy/exit signals (≤15 min old): distinct human buyers, strength, rug-risk callouts, momentum — the actionable tier

13F institutional holdings rollup: top-held names, filer roster, per-ticker holder counts (top 300)

Narrated detector event stream: meta-signals, distribution flips, known-rugger callouts (last 2000 events)

Cross-source evidence clusters joining price anomalies to specific SEC filings (Form 4 accessions, URLs) — graded, windowed, cited

GT World Challenge Europe results (Sprint Cup + Endurance Cup) by season and round.

Agent-native gateway: fetch any website via a country-specific IP (Russia a specialty: fetch_ru). Pay per call via x402/USDC or RUB, no signup.

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